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Domains : qfin
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A mathematical proof of the existence of trends in financial time series

Michel Fliess , Cédric Join
Systems Theory: Modelling, Analysis and Control, May 2009, Fes, Morocco. pp.43-62
Conference papers inria-00352834v1
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Delta Hedging in Financial Engineering: Towards a Model-Free Approach

Michel Fliess , Cédric Join
18th Mediterranean Conference on Control and Automation, MED'10, Jun 2010, Marrakech, Morocco. pp.CDROM
Conference papers inria-00479824v1
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Volatility made observable at last

Michel Fliess , Cédric Join , Frédéric Hatt
3èmes Journées Identification et Modélisation Expérimentale, JIME'2011, Apr 2011, Douai, France. pp.CDROM
Conference papers hal-00562488v1
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Systematic and multifactor risk models revisited

Michel Fliess , Cédric Join
First Paris Financial Management Conference, Dec 2013, Paris, France. http://khuongnguyen.free.fr/PFMC-2013/Program_Papers.pdf
Conference papers hal-00920175v1
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Clustering Financial Time Series: How Long is Enough?

Gautier Marti , Sébastien Andler , Frank Nielsen , Philippe Donnat
Twenty-Fifth International Joint Conference on Artificial Intelligence, IJCAI 2016, Jul 2016, New York, United States
Conference papers hal-01400395v1
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Bullwhip effect attenuation in supply chain management via control-theoretic tools and short-term forecasts: A preliminary study with an application to perishable inventories

Koussaila Hamiche , Michel Fliess , Cédric Join , Hassane Abouaïssa
6th International Conference on Control, Decision and Information Technologies, CoDIT 2019, Apr 2019, Paris, France. ⟨10.1109/CoDIT.2019.8820297⟩
Conference papers hal-02050480v1
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Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance

Michel Fliess , Cédric Join
IAR-ACD08 (23rd IAR Workshop on Advanced Control and Diagnosis), Nov 2008, Coventry, United Kingdom
Conference papers inria-00338099v2
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Towards a new viewpoint on causality for time series

Michel Fliess , Cédric Join
Colloque Modélisation, Contrôle et Analyse des Systèmes en l'honneur du Professeur Abdelhaq EL JAI, Samira El Yacoubi, Larbi Afifi, El Hassan Zerrik and Abdessamad Tridane (Eds.), May 2014, Ifrane, Morocco. pp. 37-52
Conference papers hal-00991942v3
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Effective asymptotic analysis for finance

Cyril Grunspan , Joris van Der Hoeven
International Journal of Theoretical and Applied Finance, 2020, 23 (2), ⟨10.1142/S0219024920500132⟩
Journal articles hal-01573621v3
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A model-free approach to delta hedging

Michel Fliess , Cédric Join
[Research Report] 2010
Reports inria-00457222v1
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Algebraic change-point detection

Michel Fliess , Cédric Join , Mamadou Mboup
Applicable Algebra in Engineering, Communication and Computing, 2010, 21 (2), pp.131-143. ⟨10.1007/s00200-010-0119-z⟩
Journal articles inria-00439226v1
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Prediction bands for solar energy: New short-term time series forecasting techniques

Michel Fliess , Cédric Join , Cyril Voyant
Solar Energy, 2018, 166, pp.519-528. ⟨10.1016/j.solener.2018.03.049⟩
Journal articles hal-01736518v1
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Easily implementable time series forecasting techniques for resource provisioning in cloud computing

Michel Fliess , Cédric Join , Maria Bekcheva , Alireza Moradi , Hugues Mounier et al.
6th International Conference on Control, Decision and Information Technologies, CoDIT 2019, Apr 2019, Paris, France. ⟨10.1109/codit.2019.8820396⟩
Conference papers hal-02024835v3
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Seasonalities and cycles in time series: A fresh look with computer experiments

Michel Fliess , Cédric Join
Paris Financial Management Conference, PFMC 2015, Dec 2015, Paris, France
Conference papers hal-01208171v1
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Analyse fréquentielle des dérivateurs algébriques

Francisco de Asís García Collado , Brigitte d'Andréa-Novel , Michel Fliess , Hugues Mounier
XXIIe Colloque GRETSI, Sep 2009, Dijon, France
Conference papers inria-00394972v1
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Solar energy production: Short-term forecasting and risk management

Cédric Join , Michel Fliess , Cyril Voyant , Frédéric Chaxel
8th IFAC Conference on Manufacturing Modelling, Management & Control, MIM 2016, Jun 2016, Troyes, France. ⟨10.1016/j.ifacol.2016.07.790⟩
Conference papers hal-01272152v3
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Towards new technical indicators for trading systems and risk management

Michel Fliess , Cédric Join
15th IFAC Symposium on System Identification, 2009, Saint-Malo, France. pp.1435-1440, ⟨10.3182/20090706-3-FR-2004.00239⟩
Conference papers inria-00370168v4
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Systematic risk analysis: first steps towards a new definition of beta

Michel Fliess , Cédric Join
Cognitive Systems with Interactive Sensors, COGIS'09, SEE, Nov 2009, Paris, France
Conference papers inria-00425077v1
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Preliminary remarks on option pricing and dynamic hedging

Michel Fliess , Cédric Join
1st International Conference on Systems and Computer Science, Aug 2012, Villeneuve d'Ascq, France. pp.CDROM
Conference papers hal-00705373v1
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A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?

Michel Fliess , Cédric Join , Frédéric Hatt
Conférence Méditerranéenne sur l'Ingénierie Sûre des Systèmes Complexes, MISC 2011, May 2011, Agadir, Maroc
Conference papers hal-00585152v2
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On short-term traffic flow forecasting and its reliability

Hassane Abouaïssa , Michel Fliess , Cédric Join
8th IFAC Conference on Manufacturing Modelling, Management & Control, MIM 2016, Jun 2016, Troyes, France
Conference papers hal-01275311v2